S. Mousavinasr, C. R. Gonçalves, C. C. Y. Dorea, “Mallows distance convergence for extremes: regeneration approach”, Teor. Veroyatnost. i Primenen., 2022, Volume 67, Issue 3,Pages <nobr>597

Short Communications

Mallows distance convergence for extremes: regeneration approach

S. Mousavinasr^a, C. R. Gonçalves^b, C. C. Y. Dorea^b

^a Universidade Federal do Amazonas, Brazil
^b Universidade de Brasília, Brazil

Abstract: We explore the Mallows distance convergence to characterize the domain of attraction for extreme value distributions. Under mild assumptions we derive the necessary and sufficient conditions. In addition to the i.i.d. case, our results apply to regenerative processes.

Keywords: Mallows distance, extreme distributions, regenerative processes.

Received: 18.03.2021
Revised: 14.10.2021
Accepted: 15.10.2021

DOI: 10.4213/tvp5490